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arXiv 0906.1899q-fin.GNcond-mat.stat-mechnlin.CD
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混沌经济中的货币分布

Money Distributions in Chaotic Economies

Carmen Pellicer-Lostao, Ricardo Lopez-Ruiz

摘要:

本文考虑了交易市场的理想气体模型,其中每个人都被识别为一个气体分子,与其他交易在弹性或货币保守碰撞相互作用。传统上,该模型引入了不同的随机选择规则和配对代理之间的交换。现实经济交易是复杂的,但显然是非随机的。因此,与传统模型不同,这项工作在经济系统的演化中实现了混沌元素。特别是,我们使用的混沌信号,打破了自然配对对称性$(i,j)\Leftrightarrow(j,i)$的随机气体模型。结果发现,像这样的混沌市场可以重现在真实经济中观察到的参考财富分布(伽马分布,指数分布和帕累托分布)。

英文摘要:

This paper considers the ideal gas-like model of trading markets, where each individual is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally this model introduces different rules of random selection and exchange between pair agents. Real economic transactions are complex but obviously non-random. Consequently, unlike this traditional model, this work implements chaotic elements in the evolution of an economic system. In particular, we use a chaotic signal that breaks the natural pairing symmetry $(i,j)\Leftrightarrow(j,i)$ of a random gas-like model. As a result of that, it is found that a chaotic market like this can reproduce the referenced wealth distributions observed in real economies (the Gamma, Exponential and Pareto distributions).

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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